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FUAMX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUAMX and FSPSX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

FUAMX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
1.31%
37.83%
FUAMX
FSPSX

Key characteristics

Sharpe Ratio

FUAMX:

-0.03

FSPSX:

0.48

Sortino Ratio

FUAMX:

0.00

FSPSX:

0.75

Omega Ratio

FUAMX:

1.00

FSPSX:

1.09

Calmar Ratio

FUAMX:

-0.01

FSPSX:

0.65

Martin Ratio

FUAMX:

-0.07

FSPSX:

1.81

Ulcer Index

FUAMX:

2.47%

FSPSX:

3.39%

Daily Std Dev

FUAMX:

6.00%

FSPSX:

12.72%

Max Drawdown

FUAMX:

-21.35%

FSPSX:

-33.69%

Current Drawdown

FUAMX:

-15.33%

FSPSX:

-9.40%

Returns By Period

In the year-to-date period, FUAMX achieves a -0.28% return, which is significantly lower than FSPSX's 3.56% return.


FUAMX

YTD

-0.28%

1M

-1.15%

6M

-0.23%

1Y

0.03%

5Y*

-1.25%

10Y*

N/A

FSPSX

YTD

3.56%

1M

-1.33%

6M

-2.16%

1Y

5.30%

5Y*

4.95%

10Y*

5.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FUAMX vs. FSPSX - Expense Ratio Comparison

FUAMX has a 0.03% expense ratio, which is lower than FSPSX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FSPSX
Fidelity International Index Fund
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FUAMX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FUAMX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity International Index Fund (FSPSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FUAMX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00-0.030.37
The chart of Sortino ratio for FUAMX, currently valued at 0.00, compared to the broader market-2.000.002.004.006.008.0010.000.000.59
The chart of Omega ratio for FUAMX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.07
The chart of Calmar ratio for FUAMX, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.010.50
The chart of Martin ratio for FUAMX, currently valued at -0.07, compared to the broader market0.0020.0040.0060.00-0.071.37
FUAMX
FSPSX

The current FUAMX Sharpe Ratio is -0.03, which is lower than the FSPSX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FUAMX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
0.37
FUAMX
FSPSX

Dividends

FUAMX vs. FSPSX - Dividend Comparison

FUAMX's dividend yield for the trailing twelve months is around 2.68%, more than FSPSX's 0.36% yield.


TTM20232022202120202019201820172016201520142013
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
2.68%2.19%1.64%1.34%1.60%2.17%2.23%0.49%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
0.36%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%2.59%

Drawdowns

FUAMX vs. FSPSX - Drawdown Comparison

The maximum FUAMX drawdown since its inception was -21.35%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FUAMX and FSPSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.33%
-9.40%
FUAMX
FSPSX

Volatility

FUAMX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) is 1.98%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.55%. This indicates that FUAMX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.98%
3.55%
FUAMX
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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